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Netlab Reference Manual gpcovarp
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<H1> gpcovarp
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<h2>
Purpose
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Calculate the prior covariance for a Gaussian Process.

<p><h2>
Synopsis
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<PRE>
covp = gpcovarp(net, x1, x2)
[covp, covf] = gpcovarp(net, x1, x2)
</PRE>


<p><h2>
Description
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<p><CODE>covp = gpcovarp(net, x1, x2)</CODE> takes 
a Gaussian Process data structure <CODE>net</CODE> together with
two matrices <CODE>x1</CODE> and <CODE>x2</CODE> of input vectors, 
and computes the matrix of the prior covariance.  This is
the function component of the covariance plus the exponential of the bias
term.  

<p><CODE>[covp, covf] = gpcovarp(net, x1, x2)</CODE> also returns the function
component of the covariance.

<p><h2>
See Also
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<CODE><a href="gp.htm">gp</a></CODE>, <CODE><a href="gpcovar.htm">gpcovar</a></CODE>, <CODE><a href="gpcovarf.htm">gpcovarf</a></CODE>, <CODE><a href="gperr.htm">gperr</a></CODE>, <CODE><a href="gpgrad.htm">gpgrad</a></CODE><hr>
<b>Pages:</b>
<a href="index.htm">Index</a>
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<p>Copyright (c) Ian T Nabney (1996-9)


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